Victory Electric Vehicles International Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
67.73%
increased by 8.34%
1 Week
64.12%
increased by 4.73%
1 Month
63.25%
increased by 3.86%
Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2026 to Jul 10, 2026𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.7406 | 19.12*** |
α ARCH Response to squared shocks | 0.2423 | 3.23*** |
β GARCH Volatility persistence | 0.1394 | 1.31 |
ν DF Student-t tail thickness | 26.2394 | 0.35 |
Persistence:
0.139
Half-life:
0 days
Other Victory Electric Vehicles International Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities